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Commons.js
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Commons.js
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const strategy = require('./Integrations/Strategy')
exports.newCommons = function newCommons(bot, logger, UTILITIES) {
const { orderMessage } = require("@superalgos/mqservice")
const {
MESSAGE_ENTITY, MESSAGE_TYPE, ORDER_CREATOR, ORDER_TYPE,
ORDER_OWNER, ORDER_DIRECTION, ORDER_STATUS, ORDER_EXIT_OUTCOME,
createMessage, getMessage, getExpandedMessage
} = orderMessage.newOrderMessage()
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const MODULE_NAME = "Commons";
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
const GMT_SECONDS = ':00.000 GMT+0000';
let thisObject = {
initializeData: initializeData,
runSimulation: runSimulation,
buildLRC: buildLRC,
buildPercentageBandwidthMap: buildPercentageBandwidthMap,
buildBollingerBandsMap: buildBollingerBandsMap,
buildBollingerChannelsArray: buildBollingerChannelsArray,
buildBollingerSubChannelsArray: buildBollingerSubChannelsArray,
buildCandles: buildCandles
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let LRCMap = new Map();
let percentageBandwidthMap = new Map();
let bollingerBandsMap = new Map();
let bollingerChannelsArray = [];
let bollingerSubChannelsArray = [];
let candles = [];
return thisObject;
function initializeData() {
LRCMap = new Map();
percentageBandwidthMap = new Map();
bollingerBandsMap = new Map();
bollingerChannelsArray = [];
bollingerSubChannelsArray = [];
candles = [];
}
async function runSimulation(
timePeriod,
currentDay,
startDate,
endDate,
interExecutionMemory,
assistant,
callback,
callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> Entering function."); }
let processingDailyFiles = (currentDay !== undefined)
let executionArray = [];
let recordsArray = [];
let conditionsArray = [];
let strategiesArray = [];
let tradesArray = [];
let lastObjectsArray = [];
let definition = await strategy.getStrategy();
let tradingSystem = definition.tradingSystem;
/* Initial Default Values */
let initialDate = startDate;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> initialDate = " + initialDate); }
const DEFAULT_BASE_ASSET_BALANCE = 1
const DEFAULT_BASE_ASSET_MINIMUN_BALANCE = 0.5
const DEFAULT_BASE_ASSET_MAXIMUN_BALANCE = 2
let initialBalanceA = DEFAULT_BASE_ASSET_BALANCE
let minimumBalanceA = DEFAULT_BASE_ASSET_MINIMUN_BALANCE
let maximumBalanceA = DEFAULT_BASE_ASSET_MAXIMUN_BALANCE
let initialBalanceB = 0
let minimumBalanceB = 0
let maximumBalanceB = 0
let baseAsset = 'BTC'
/* Parameters Processing */
if (tradingSystem.parameters !== undefined) {
if (tradingSystem.parameters.baseAsset !== undefined) {
if (tradingSystem.parameters.baseAsset.formula !== undefined) {
let receivedParameters
try {
receivedParameters = JSON.parse(tradingSystem.parameters.baseAsset.formula.code);
if (receivedParameters.name !== undefined) {
baseAsset = receivedParameters.name;
if (baseAsset !== 'BTC' && baseAsset !== 'USDT') {
tradingSystem.parameters.baseAsset.formula.error = baseAsset + ' is not supported. Using default: BTC.'
baseAsset = 'BTC'
}
}
if (baseAsset === 'BTC') {
if (receivedParameters.initialBalance !== undefined) {
initialBalanceA = receivedParameters.initialBalance;
initialBalanceB = 0
} else {
initialBalanceA = DEFAULT_BASE_ASSET_BALANCE;
initialBalanceB = 0
}
if (receivedParameters.minimumBalance !== undefined) {
minimumBalanceA = receivedParameters.minimumBalance;
minimumBalanceB = 0
} else {
minimumBalanceA = DEFAULT_BASE_ASSET_MINIMUN_BALANCE;
minimumBalanceB = 0
}
if (receivedParameters.maximumBalance !== undefined) {
maximumBalanceA = receivedParameters.maximumBalance;
maximumBalanceB = 0
} else {
maximumBalanceA = DEFAULT_BASE_ASSET_MAXIMUN_BALANCE;
maximumBalanceB = 0
}
} else {
if (receivedParameters.initialBalance !== undefined) {
initialBalanceB = receivedParameters.initialBalance;
initialBalanceA = 0
} else {
initialBalanceB = DEFAULT_BASE_ASSET_BALANCE;
initialBalanceA = 0
}
if (receivedParameters.minimumBalance !== undefined) {
minimumBalanceB = receivedParameters.minimumBalance;
minimumBalanceA = 0
} else {
minimumBalanceB = DEFAULT_BASE_ASSET_MINIMUN_BALANCE;
minimumBalanceA = 0
}
if (receivedParameters.maximumBalance !== undefined) {
maximumBalanceB = receivedParameters.maximumBalance;
maximumBalanceA = 0
} else {
maximumBalanceB = DEFAULT_BASE_ASSET_MAXIMUN_BALANCE;
maximumBalanceA = 0
}
}
} catch (err) {
tradingSystem.parameters.baseAsset.formula.error = err.message
}
}
}
}
/* Stop Loss Management */
const MIN_STOP_LOSS_VALUE = 1 // We can not let the stop be zero to avoid division by 0 error or infinity numbers as a result.
const MAX_STOP_LOSS_VALUE = Number.MAX_SAFE_INTEGER
let stopLoss = 0;
/* Take Profit Management */
const MIN_TAKE_PROFIT_VALUE = 1 // We can not let the buy order be zero to avoid division by 0 error or infinity numbers as a result.
const MAX_TAKE_PROFIT_VALUE = Number.MAX_SAFE_INTEGER
let previousTakeProfit = 0;
let takeProfit = 0;
/* Simulation Records */
let hitRatio = 0;
let ROI = 0;
let days = 0;
let positionDays = 0;
let anualizedRateOfReturn = 0;
let type = '""';
let marketRate = 0;
let takePositionNow = false
/* In some cases we need to know if we are positioned at the last candle of the calendar day, for that we need these variables. */
let lastInstantOfTheDay = currentDay.valueOf() + ONE_DAY_IN_MILISECONDS - 1;
let lastCandle = candles[candles.length - 1];
/*
The following counters need to survive multiple executions of the similator and keep themselves reliable.
This is challenging when the simulation is executed using Daily Files, since each execution means a new
day and these counters are meant to be kept along the whole market.
To overcome this problem, we use the interExecutionMemory to record the values of the current execution
when finish. But there are a few details:
1. When the process is at the head of the market, it executes multple times at the same day.
2. The same code serves execution from Market Files.
3. In Daily Files we are receiving candles from the current day and previous day, so we need to take care of
not adding to the counters duplicate info when processing the day before candles.
To overcome these challenges we record the values of the counters and variables on the interExecutionMemory only when
the day is complete and if we have a currentDay. That menas that for Market Files we will never use
interExecutionMemory.
*/
/*Needed for statistics */
let previousBalanceAssetA = 0;
let previousBalanceAssetB = 0;
/* Position Management */
let tradePositionRate = 0;
let tradePositionSize = 0;
/* Strategy and Phase Management */
let currentStrategyIndex = -1;
let strategyStage = 'No Stage';
let stopLossPhase = 0;
let stopLossStage = 'No Stage';
let takeProfitPhase = 0;
let takeProfitStage = 'No Stage';
/* These 2 objects will allow us to create separate files for each one of them. */
let currentStrategy = {
begin: 0,
end: 0,
status: 0,
number: 0,
beginRate: 0,
endRate: 0
}
let currentTrade = {
begin: 0,
end: 0,
status: 0,
profit: 0,
exitType: 0,
beginRate: 0,
endRate: 0
}
let balanceAssetA = initialBalanceA;
let balanceAssetB = initialBalanceB;
let lastTradeProfitLoss = 0;
let profit = 0;
let lastTradeROI = 0;
let roundtrips = 0;
let fails = 0;
let hits = 0;
let periods = 0;
let positionPeriods = 0;
/* Message to the Simulation Executor */
let orderId = 0;
let messageId = 0;
let yesterday = {};
/* Initialization */
yesterday.previousBalanceAssetA = previousBalanceAssetA
yesterday.previousBalanceAssetB = previousBalanceAssetB
yesterday.tradePositionRate = tradePositionRate
yesterday.tradePositionSize = tradePositionSize
yesterday.currentStrategyIndex = currentStrategyIndex
yesterday.strategyStage = strategyStage
yesterday.stopLossPhase = stopLossPhase
yesterday.stopLossStage = stopLossStage
yesterday.takeProfitPhase = takeProfitPhase
yesterday.takeProfitStage = takeProfitStage
yesterday.currentStrategy = {
begin: 0,
end: 0,
status: 0,
number: 0,
beginRate: 0,
endRate: 0
}
yesterday.currentTrade = {
begin: 0,
end: 0,
status: 0,
profit: 0,
exitType: 0,
beginRate: 0,
endRate: 0
}
yesterday.balanceAssetA = balanceAssetA;
yesterday.balanceAssetB = balanceAssetB;
yesterday.lastTradeProfitLoss = 0;
yesterday.profit = 0;
yesterday.lastTradeROI = 0;
yesterday.roundtrips = 0;
yesterday.fails = 0;
yesterday.hits = 0;
yesterday.periods = 0;
yesterday.positionPeriods = 0;
yesterday.orderId = 0;
yesterday.messageId = 0;
yesterday.hitRatio = 0;
yesterday.ROI = 0;
yesterday.anualizedRateOfReturn = 0;
if (interExecutionMemory.roundtrips === undefined) {
/* Initialize the data structure we will use inter execution. */
interExecutionMemory.previousBalanceAssetA = previousBalanceAssetA
interExecutionMemory.previousBalanceAssetB = previousBalanceAssetB
interExecutionMemory.tradePositionRate = tradePositionRate
interExecutionMemory.tradePositionSize = tradePositionSize
interExecutionMemory.currentStrategyIndex = currentStrategyIndex
interExecutionMemory.strategyStage = strategyStage
interExecutionMemory.stopLossPhase = stopLossPhase
interExecutionMemory.stopLossStage = stopLossStage
interExecutionMemory.takeProfitPhase = takeProfitPhase
interExecutionMemory.takeProfitStage = takeProfitStage
interExecutionMemory.currentStrategy = {
begin: 0,
end: 0,
status: 0,
number: 0,
beginRate: 0,
endRate: 0
}
interExecutionMemory.currentTrade = {
begin: 0,
end: 0,
status: 0,
profit: 0,
exitType: 0,
beginRate: 0,
endRate: 0
}
interExecutionMemory.balanceAssetA = balanceAssetA;
interExecutionMemory.balanceAssetB = balanceAssetB;
interExecutionMemory.lastTradeProfitLoss = lastTradeProfitLoss;
interExecutionMemory.profit = profit;
interExecutionMemory.lastTradeROI = lastTradeROI;
interExecutionMemory.roundtrips = 0;
interExecutionMemory.fails = 0;
interExecutionMemory.hits = 0;
interExecutionMemory.periods = 0;
interExecutionMemory.positionPeriods = 0;
interExecutionMemory.orderId = 0;
interExecutionMemory.messageId = 0;
interExecutionMemory.hitRatio = 0;
interExecutionMemory.ROI = 0;
interExecutionMemory.anualizedRateOfReturn = 0;
} else {
/* We get the initial values from the day previous to the candles we receive at the current execution */
previousBalanceAssetA = interExecutionMemory.previousBalanceAssetA
previousBalanceAssetB = interExecutionMemory.previousBalanceAssetB
tradePositionRate = interExecutionMemory.tradePositionRate
tradePositionSize = interExecutionMemory.tradePositionSize
currentStrategyIndex = interExecutionMemory.currentStrategyIndex
strategyStage = interExecutionMemory.strategyStage
stopLossPhase = interExecutionMemory.stopLossPhase
stopLossStage = interExecutionMemory.stopLossStage
takeProfitPhase = interExecutionMemory.takeProfitPhase
takeProfitStage = interExecutionMemory.takeProfitStage
currentStrategy = {
begin: interExecutionMemory.currentStrategy.begin,
end: interExecutionMemory.currentStrategy.end,
status: interExecutionMemory.currentStrategy.status,
number: interExecutionMemory.currentStrategy.number,
beginRate: interExecutionMemory.currentStrategy.beginRate,
endRate: interExecutionMemory.currentStrategy.endRate
}
currentTrade = {
begin: interExecutionMemory.currentTrade.begin,
end: interExecutionMemory.currentTrade.end,
status: interExecutionMemory.currentTrade.status,
profit: interExecutionMemory.currentTrade.profit,
exitType: interExecutionMemory.currentTrade.exitType,
beginRate: interExecutionMemory.currentTrade.beginRate,
endRate: interExecutionMemory.currentTrade.endRate
}
if (currentDay.valueOf() >= startDate.valueOf() + ONE_DAY_IN_MILISECONDS) { // Only after the first day we start grabbing the balance from this memory.
balanceAssetA = interExecutionMemory.balanceAssetA;
balanceAssetB = interExecutionMemory.balanceAssetB;
yesterday.balanceAssetA = balanceAssetA;
yesterday.balanceAssetB = balanceAssetB;
}
lastTradeProfitLoss = interExecutionMemory.lastTradeProfitLoss;
profit = interExecutionMemory.profit;
lastTradeROI = interExecutionMemory.lastTradeROI;
roundtrips = interExecutionMemory.roundtrips;
fails = interExecutionMemory.fails;
hits = interExecutionMemory.hits;
periods = interExecutionMemory.periods;
positionPeriods = interExecutionMemory.positionPeriods;
orderId = interExecutionMemory.orderId; // to be deprecated
messageId = interExecutionMemory.messageId; // to be deprecated
hitRatio = interExecutionMemory.hitRatio;
ROI = interExecutionMemory.ROI;
anualizedRateOfReturn = interExecutionMemory.anualizedRateOfReturn;
/* For the case that any of these variables are not updated during the main loop, we need to store their value at the yesterday structure, otherwise it would be lost. */
yesterday.previousBalanceAssetA = previousBalanceAssetA
yesterday.previousBalanceAssetB = previousBalanceAssetB
yesterday.tradePositionRate = tradePositionRate
yesterday.tradePositionSize = tradePositionSize
yesterday.currentStrategyIndex = currentStrategyIndex;
yesterday.strategyStage = strategyStage;
yesterday.stopLossPhase = stopLossPhase;
yesterday.stopLossStage = stopLossStage;
yesterday.takeProfitPhase = takeProfitPhase;
yesterday.takeProfitStage = takeProfitStage;
yesterday.currentStrategy = {
begin: currentStrategy.begin,
end: currentStrategy.end,
status: currentStrategy.status,
number: currentStrategy.number,
beginRate: currentStrategy.beginRate,
endRate: currentStrategy.endRate
}
yesterday.currentTrade = {
begin: currentTrade.begin,
end: currentTrade.end,
status: currentTrade.status,
profit: currentTrade.profit,
exitType: currentTrade.exitType,
beginRate: currentTrade.beginRate,
endRate: currentTrade.endRate
}
yesterday.lastTradeProfitLoss = lastTradeProfitLoss;
yesterday.profit = profit;
yesterday.lastTradeROI = lastTradeROI;
yesterday.roundtrips = roundtrips;
yesterday.fails = fails;
yesterday.hits = hits;
yesterday.periods = periods;
yesterday.positionPeriods = positionPeriods;
yesterday.hitRatio = hitRatio;
yesterday.ROI = ROI;
yesterday.anualizedRateOfReturn = anualizedRateOfReturn;
}
/* Main Simulation Loop: We go thourgh all the candles at this time period. */
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> Main Simulation Loop -> candles.length = " + candles.length); }
let i
initializeLoop()
function initializeLoop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> initializeLoop -> Entering function."); }
i = 0
loop()
}
function loop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> i = " + i); }
let candle = candles[i];
let percentageBandwidth = percentageBandwidthMap.get(candle.begin);
let bollingerBand = bollingerBandsMap.get(candle.begin);
let bollingerChannel = getElement(bollingerChannelsArray, candle.begin, candle.end);
let bollingerSubChannel = getElement(bollingerSubChannelsArray, candle.begin, candle.end);
let positionedAtYesterday = (candle.end < currentDay.valueOf())
/* Assistant Info */
let ticker
if (process.env.START_MODE === "live") {
ticker = assistant.getTicker()
} else {
ticker = {
bid: candle.close,
ask: candle.close,
last: candle.close
}
}
//let LRC = LRCMap.get(candle.begin);
/* If any of the needed indicators is missing, then that period is not calculated */
if (candle.end < initialDate.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record before the initialDate."); }
controlLoop();
return
}
if (bollingerBand === undefined) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because Bollinger Band is undefined."); }
controlLoop();
return
}
if (percentageBandwidth === undefined) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because %B is undefined."); }
controlLoop();
return
} // percentageBandwidth might start after the first few candles.
if (bollingerChannel === undefined) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because Bollingeer Channel is undefined."); }
controlLoop();
return
}
if (bollingerSubChannel === undefined) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because Bollingeer Sub Channel is undefined."); }
controlLoop();
return
}
//if (LRC === undefined) { controlLoop(); return}
periods++;
days = periods * timePeriod / ONE_DAY_IN_MILISECONDS;
if (processingDailyFiles) {
if (positionedAtYesterday) {
yesterday.periods = periods
}
/* We skip the candle at the head of the market because i has not closed yet. */
let candlesPerDay = ONE_DAY_IN_MILISECONDS / timePeriod
if (i === candles.length - 1) {
if ((candles.length < candlesPerDay) || (candles.length > candlesPerDay && candles.length < candlesPerDay * 2)) {
/*We are at the head of the market, thus we skip the last candle because it has not close yet. */
controlLoop();
return
/* Note here that in the last candle of the first day or the second day it will use an incomplete candle and partially calculated indicators.
if we skip these two periods, then there will be a hole in the file since the last period will be missing. */
}
}
} else { // We are processing Market Files
if (i === candles.length - 1) {
controlLoop();
return
}
}
let lastObjects = {
candle: clone(candle),
//LRC: clone(LRC),
bollingerBand: clone(bollingerBand),
percentageBandwidth: clone(percentageBandwidth),
bollingerChannel: clone(bollingerChannel),
bollingerSubChannel: clone(bollingerSubChannel)
}
function clone(obj) {
if (null == obj || "object" != typeof obj) return obj;
var copy = obj.constructor();
for (var attr in obj) {
if (obj.hasOwnProperty(attr)) copy[attr] = obj[attr];
}
return copy;
}
lastObjects.candle.previous = undefined;
//lastObjects.LRC.previous = undefined;
lastObjects.bollingerBand.previous = undefined;
lastObjects.percentageBandwidth.previous = undefined;
lastObjects.bollingerChannel.previous = undefined;
lastObjects.bollingerSubChannel.previous = undefined;
lastObjectsArray.push(lastObjects);
if (lastObjectsArray.length > 5) {
lastObjectsArray.splice(0, 1);
}
let conditions = new Map; // Here we store the conditions values that will be use in the simulator for decision making.
let formulas = new Map;
let conditionsArrayRecord = []; // These are the records that will be saved in a file for the plotter to consume.
let conditionsArrayValues = []; // Here we store the conditions values that will be written on file for the plotter.
let formulasErrors = []; // Here we store the errors produced by all phase formulas.
let formulasValues = []; // Here we store the values produced by all phase formulas.
/* We define and evaluate all conditions to be used later during the simulation loop. */
conditionsArrayRecord.push(candle.begin);
conditionsArrayRecord.push(candle.end);
evaluateConditionsAndFormulas(tradingSystem, conditions);
function evaluateConditionsAndFormulas(tradingSystem, conditions) {
for (let j = 0; j < tradingSystem.strategies.length; j++) {
let strategy = tradingSystem.strategies[j];
let positionSize = 0
let positionRate = 0
/* Continue with the rest of the formulas and conditions */
let triggerStage = strategy.triggerStage
if (triggerStage !== undefined) {
if (triggerStage.triggerOn !== undefined) {
for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) {
let situation = triggerStage.triggerOn.situations[k];
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m];
let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m;
if (condition.code !== undefined) {
newCondition(key, condition.code);
}
}
}
}
if (triggerStage.triggerOff !== undefined) {
for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) {
let situation = triggerStage.triggerOff.situations[k];
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m];
let key = j + '-' + 'triggerStage' + '-' + 'triggerOff' + '-' + k + '-' + m;
if (condition.code !== undefined) {
newCondition(key, condition.code);
}
}
}
}
if (triggerStage.takePosition !== undefined) {
for (let k = 0; k < triggerStage.takePosition.situations.length; k++) {
let situation = triggerStage.takePosition.situations[k];
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m];
let key = j + '-' + 'triggerStage' + '-' + 'takePosition' + '-' + k + '-' + m;
if (condition.code !== undefined) {
newCondition(key, condition.code);
}
}
}
}
}
let openStage = strategy.openStage
if (openStage !== undefined) {
/* Default Values*/
if (baseAsset === 'BTC') {
positionSize = balanceAssetA;
positionRate = candle.close;
} else {
positionSize = balanceAssetB;
positionRate = candle.close;
}
let initialDefinition = openStage.initialDefinition
if (initialDefinition !== undefined) {
if (tradePositionSize !== 0) {
positionSize = tradePositionSize
} else {
if (initialDefinition.positionSize !== undefined) {
if (initialDefinition.positionSize.formula !== undefined) {
try {
positionSize = eval(initialDefinition.positionSize.formula.code);
} catch (err) {
initialDefinition.positionSize.formula.error = err.message
}
if (isNaN(positionSize)) {
if (baseAsset === 'BTC') {
positionSize = balanceAssetA;
} else {
positionSize = balanceAssetB;
}
} else {
if (baseAsset === 'BTC') {
if (positionSize > balanceAssetA) { positionSize = balanceAssetA }
} else {
if (positionSize > balanceAssetB) { positionSize = balanceAssetB }
}
}
}
}
}
if (tradePositionRate !== 0) {
positionRate = tradePositionRate
} else {
if (initialDefinition.positionRate !== undefined) {
if (initialDefinition.positionRate.formula !== undefined) {
try {
positionRate = eval(initialDefinition.positionRate.formula.code);
} catch (err) {
initialDefinition.positionRate.formula.error = err.message
}
if (isNaN(positionRate)) {
if (baseAsset === 'BTC') {
positionRate = candle.close;
} else {
positionRate = candle.close;
}
}
}
}
}
if (initialDefinition.stopLoss !== undefined) {
for (let p = 0; p < initialDefinition.stopLoss.phases.length; p++) {
let phase = initialDefinition.stopLoss.phases[p];
/* Evaluate Formula */
let formulaValue
let formulaError = ''
if (phase.formula !== undefined) {
try {
formulaValue = eval(phase.formula.code);
if (formulaValue === Infinity) {
formulaError = "Formula evaluates to Infinity."
formulaValue = MAX_STOP_LOSS_VALUE
}
} catch (err) {
if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) {
/*
We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined.
*/
} else {
formulaError = err.message
}
}
if (isNaN(formulaValue)) { formulaValue = 0; }
if (formulaValue < MIN_STOP_LOSS_VALUE) {
formulaValue = MIN_STOP_LOSS_VALUE
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p;
formulas.set(key, formulaValue)
}
/* next phase event */
let nextPhaseEvent = phase.nextPhaseEvent;
if (nextPhaseEvent !== undefined) {
for (let k = 0; k < nextPhaseEvent.situations.length; k++) {
let situation = nextPhaseEvent.situations[k];
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m];
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m;
if (condition.code !== undefined) {
newCondition(key, condition.code);
}
}
}
}
}
}
if (initialDefinition.takeProfit !== undefined) {
for (let p = 0; p < initialDefinition.takeProfit.phases.length; p++) {
let phase = initialDefinition.takeProfit.phases[p];
/* Evaluate Formula */
let formulaValue
let formulaError = ''
if (phase.formula !== undefined) {
try {
formulaValue = eval(phase.formula.code);
if (formulaValue === Infinity) {
formulaError = "Formula evaluates to Infinity."
formulaValue = MAX_TAKE_PROFIT_VALUE
}
} catch (err) {
if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) {
/*
We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined.
*/
} else {
formulaError = err.message
}
}
if (isNaN(formulaValue)) { formulaValue = 0; }
if (formulaValue < MIN_TAKE_PROFIT_VALUE) {
formulaValue = MIN_TAKE_PROFIT_VALUE
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p;
formulas.set(key, formulaValue)
}
/* next phase event */
let nextPhaseEvent = phase.nextPhaseEvent;
if (nextPhaseEvent !== undefined) {
for (let k = 0; k < nextPhaseEvent.situations.length; k++) {
let situation = nextPhaseEvent.situations[k];
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m];
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p + '-' + k + '-' + m;
if (condition.code !== undefined) {
newCondition(key, condition.code);
}
}
}
}
}
}
}
strategy.positionSize = positionSize
strategy.positionRate = positionRate
}
let manageStage = strategy.manageStage
if (manageStage !== undefined) {
if (manageStage.stopLoss !== undefined) {
for (let p = 0; p < manageStage.stopLoss.phases.length; p++) {
let phase = manageStage.stopLoss.phases[p];
/* Evaluate Formula */
let formulaValue
let formulaError = ''
if (phase.formula !== undefined) {
try {
formulaValue = eval(phase.formula.code);
if (formulaValue === Infinity) {
formulaError = "Formula evaluates to Infinity."
formulaValue = MAX_STOP_LOSS_VALUE
}
} catch (err) {
if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) {
/*
We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined.
*/
} else {
formulaError = err.message
}
}
if (isNaN(formulaValue)) { formulaValue = 0; }
if (formulaValue < MIN_STOP_LOSS_VALUE) {
formulaValue = MIN_STOP_LOSS_VALUE
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p;
formulas.set(key, formulaValue)
}
/* next phase event */
let nextPhaseEvent = phase.nextPhaseEvent;
if (nextPhaseEvent !== undefined) {
for (let k = 0; k < nextPhaseEvent.situations.length; k++) {
let situation = nextPhaseEvent.situations[k];
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m];
let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m;
if (condition.code !== undefined) {
newCondition(key, condition.code);
}
}
}
}
}
}
if (manageStage.takeProfit !== undefined) {
for (let p = 0; p < manageStage.takeProfit.phases.length; p++) {
let phase = manageStage.takeProfit.phases[p];
/* Evaluate Formula */
let formulaValue
let formulaError = ''
if (phase.formula !== undefined) {
try {
formulaValue = eval(phase.formula.code);
if (formulaValue === Infinity) {
formulaError = "Formula evaluates to Infinity."
formulaValue = MAX_TAKE_PROFIT_VALUE
}
} catch (err) {
if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) {
/*
We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined.
*/
} else {
formulaError = err.message
}
}
if (isNaN(formulaValue)) { formulaValue = 0; }
if (formulaValue < MIN_TAKE_PROFIT_VALUE) {
formulaValue = MIN_TAKE_PROFIT_VALUE
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + p;
formulas.set(key, formulaValue)
}